- Dettagli della rivista
- Formato
- Rivista
- eISSN
- 1338-9750
- Pubblicato per la prima volta
- 12 Nov 2012
- Periodo di pubblicazione
- 3 volte all'anno
- Lingue
- Inglese

#### Cerca

- Accesso libero

Parameter Estimation for the Forest Fire Propagation Model

Pagine: 1 - 22

#### Astratto

This paper first gives a brief overview of the Lagrangian forest fire propagation model [Ambroz, M.—Balažovjech, M.—Medl’a, M.—Mikula, K.:

#### Parole chiave

- data assimilation
- parameter estimation
- curve evolution
- forest fire

#### MSC 2010

- Primary: 35R01, 65M08
- Secondary: 35R37, 92F05

- Accesso libero

Bayesian Estimate of Parameters for ARMA Model Forecasting

Pagine: 23 - 32

#### Astratto

This paper presents a Bayesian approach to finding the Bayes estimator of parameters for ARMA model forecasting under normal-gamma prior assumption with a quadratic loss function in mathematical expression. Obtaining the conditional posterior predictive density is based on the normal-gamma prior and the conditional predictive density, whereas its marginal conditional posterior predictive density is obtained using the conditional posterior predictive density. Furthermore, the Bayes estimator of parameters is derived from the marginal conditional posterior predictive density.

#### Parole chiave

- ARMA model
- Bayes estimator
- normal-gamma prior
- quadratic loss function

#### MSC 2010

- 62C10

- Accesso libero

Estimating the Domestic Short Rate in a Convergence Model of Interest Rates

Pagine: 33 - 48

#### Astratto

In this paper we study the convergence model of interest rates by Corzo and Schwartz. It models the situation when a country is going to enter a monetary union, for example the eurozone. We are interested in estimating the underlying short rate, which is a theoretical variable, not observed on the market. We use the procedure already employed for the Vasicek model to the eurozone data and for the case of a zero correlation we show that a similar procedure can be used also for the estimation of the domestic parameters and the short rate values. The assumption of the zero correlation allows us to simplify the optimization problem, but using simulations we show that our algorithm is robust to the specification of the correlation. It estimates the short rate with a high precision also in the original case of a nonzero correlation, as well as in the case of a dynamic correlation, when the correlation is modelled as a function of time. Finally, we use the algorithm to real market data and estimate the short rate before adoption of the euro currency in Slovakia, Estonia, Latvia and Lithuania.

#### Parole chiave

- interest rates
- short rate
- convergence model
- calibration

#### MSC 2010

- 91G30
- 35K15
- 62M20

#### Astratto

We propose a new finite volume numerical scheme for the approximation of the Affine Morphological Scale Space (AMSS) model. We derive the basic scheme and its iterative improvement. For both schemes, several numerical experiments using examples where the exact solution is known are presented. Then the numerical errors and experimental order of convergence of the proposed schemes is studied.

#### Parole chiave

- affine morphological scale space
- image processing
- finite volume scheme
- experimental order of convergence

#### MSC 2010

- Primary: 65M08
- Secondary: 35K20

- Accesso libero

The Finite Element Method as a Tool to Solve the Oblique Derivative Boundary Value Problem in Geodesy

Pagine: 63 - 80

#### Astratto

In this paper, we propose a novel approach to approximate the solution of the Laplace equation with an oblique derivative boundary condition by the finite element method. We present and analyse diverse testing experiments to study its behaviour and convergence. Finally, the usefulness of this approach is demonstrated by using it to gravity field modelling, namely, to approximate the solution of a geodetic boundary value problem in Himalayas.

#### Parole chiave

- oblique derivative boundary value problem
- finite element method

#### MSC 2010

- 65N30

- Accesso libero

Efficient 3D Shape Registration by Using Distance Maps and Stochastic Gradient Descent Method

Pagine: 81 - 102

#### Astratto

This paper presents an efficient 3D shape registration by using distance maps and stochastic gradient descent method. The proposed algorithm aims to find the optimal affine transformation parameters (translation, scaling and rotation) that maps two distance maps to each other. These distance maps represent the shapes as an interface and we apply level sets methods to calculate the signed distance to these interfaces. To maximize the similarity between the two distance maps, we apply sum of squared difference (SSD) optimization and gradient descent methods to minimize it. To address the shortcomings of the standard gradient descent method, i.e., many iterations to compute the minimum, we implemented the stochastic gradient descent method. The outcome of these two methods are compared to show the advantages of using stochastic gradient descent method. In addition, we implement computational optimization’s such as parallelization to speed up the registration process.

#### Parole chiave

- distance map
- stochastic gradient method
- registration
- parallelization
- affine transformation
- optimization

#### MSC 2010

- 65K10
- 35Q68
- 65Y05
- 65Y20

- Accesso libero

Macrophage Image Segmentation by Thresholding and Subjective Surface Method

Pagine: 103 - 120

#### Astratto

We introduce two level-set method approaches to segmentation of 2D macrophage images. The first one is based on the Otsu thresholding and the second one on the information entropy thresholding, both followed by the classical subjective surface (SUBSURF) method. Results of both methods are compared with the semi-automatic Lagrangian method in which the segmentation curve evolves along the edge of the macrophage and it is controlled by an expert user. We present the comparison of all three methods with respect to the Hausdorff distance of resulting segmentation curves and we compare also their perimeter and enclosed area. We show that accuracy of the automatic SUBSURF method is comparable to the results of the semi-automatic Lagrangian segmentation.

#### Parole chiave

- image processing
- segmentation
- level-set methods
- finite volume methods
- thresholding
- macrophages

#### MSC 2010

- 68U10
- 35K61
- 65M08

- Accesso libero

Necessary and Sufficient Conditions for Oscillatory and Asymptotic Behaviour of Solutions to Second-Order Nonlinear Neutral Differential Equations with Several Delays

Pagine: 121 - 134

#### Astratto

In this paper, necessary and sufficient conditions are obtained for oscillatory and asymptotic behavior of solutions to second-order nonlinear neutral delay differential equations of the form

under the assumption ^{∞}(r(n))^{−1/α}dη=∞

#### Parole chiave

- oscillation
- non-oscillation
- neutral
- delay
- nonlinear
- Lebesgue’s dominated convergence theorem
- Banach’s contraction principle

#### MSC 2010

- 34C10
- 34C15
- 35K40

- Accesso libero

Necessary and Sufficient Conditions for Oscillation of Second-Order Delay Differential Equations

Pagine: 135 - 146

#### Astratto

In this work, we obtain necessary and sufficient conditions for the oscillation of all solutions of second-order half-linear delay differential equation of the form

Under the assumption ^{∞}(r(n))^{−1/γ}dη=∞

#### Parole chiave

- oscillation
- non-oscillation
- delay
- linear
- Lebesgue’s dominated convergence theorem

#### MSC 2010

- 34C10
- 35K40
- 34K11

- Accesso libero

3D Cell Image Segmentation by Modified Subjective Surface Method

Pagine: 147 - 162

#### Astratto

In this work, we focused on 3D image segmentation where the segmented surface is reconstructed by the use of 3D digital image information and information from thresholded 3D image in a local neighbourhood. To this end, we applied a mathematical model based on the level set formulation and numerical method which is based on the so-called reduced diamond cell approach. The segmentation approach is based on surface evolution governed by a nonlinear PDE, the modified subjective surface equation. This is done by defining the input to the edge detector function as the weighted sum of norm of presmoothed 3D image and norm of presmoothed thresholded 3D image in a local neighbourhood. For the numerical discretization, we used a semi-implicit finite volume scheme. The method was applied to real data representing 3D microscopy images of cell nuclei within the zebrafish pectoral fin.

#### Parole chiave

- image segmentation
- subjective surface method
- level set method
- finite volume method
- semi-implicit scheme
- cell microscopy images
- zebrafish

#### MSC 2010

- 65M08
- 35K61
- 68U10

- Accesso libero

Analysis of Cell Death by Image Processing

Pagine: 163 - 190

#### Astratto

In this paper, we present a graph theoretical approach to image processing with focus on the analysis of the biological data. We use the graph cut algorithms and extend them to obtain a segmentation of the biological cells. We introduce an utterly new algorithm for analysis of the resulting data and for sorting them into three main categories, which correspond to the biological cell death, based on the mathematical properties of the segmented elements.

#### Parole chiave

- graph cuts
- segmentation
- cell analysis
- apoptosis
- necrosis
- computer morphometry

#### MSC 2010

- 92C73
- 92C55
- 94A08